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English
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Bazzarello, Davide
3
Brunner, Michael
3
Monti, Fabio
3
Piacenza, Fabio
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Journal of risk management in financial institutions
2
The journal of operational risk
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OLC EcoSci
ECONIS (ZBW)
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1
Fat tails, expected shortfall and the Monte Carlo method : a note
Brunner, Michael
;
Piacenza, Fabio
;
Monti, Fabio
; …
- In:
The journal of operational risk
4
(
2009/10
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009911426
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2
Capital allocation for operational risk
Brunner, Michael
;
Piacenza, Fabio
;
Monti, Fabio
; …
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 165-174
Persistent link: https://www.econbiz.de/10009883628
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3
Diversification effects in operational risk: a robust approach
Monti, Fabio
;
Brunner, Michael
;
Piacenza, Fabio
; …
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
3
,
pp. 243-258
Persistent link: https://www.econbiz.de/10009883671
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